Anic Equity¶

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Total return since start: 0.555 %¶

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Equity now: -----------------------------> 47499.29 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46104.19 Kr¶

PnL: ---------------------------------------> -784.38 Kr¶

DD now: ---------------------------------> -2.325 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-13 16:51:25.849055'

Anic Portfolio¶

Today¶

Return: -0.78 %¶

This Week¶

Return: -1.368 %¶

Total¶

Return: 55.5 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -3.050000 3140.800000 169.800000 5.720000 2971.000006
HEBA B 70 -1.380000 2758.000000 122.000000 4.630000 2636.000010
Samhällsbyggnadsbo. i Norden B 20 -0.090000 425.000000 70.000000 19.720000 355.000000
Corem Property Group B 59 -2.330000 642.510000 65.510000 11.350000 576.999999
HMS Networks 2 -0.730000 710.400000 37.400000 5.560000 673.000000
FM Mattsson Mora Group B 50 1.720000 2950.000000 23.000000 0.790000 2927.000000
Coor Service Management Hold. 8 0.510000 547.200000 15.200000 2.860000 532.000000
Samhällsbyggnadsbo. i Norden D 12 1.690000 259.920000 13.920000 5.660000 246.000000
Eastnine 4 -1.260000 503.200000 12.200000 2.480000 491.000000
Resurs Holding 22 0.190000 584.760000 10.760000 1.870000 573.999998
OEM International B 7 -1.910000 538.300000 10.300000 1.950000 527.999997
Norva24 Group 16 -4.220000 551.680000 8.680000 1.600000 543.000000
Karnov Group 9 2.540000 544.500000 8.500000 1.590000 536.000004
Boozt 12 1.910000 1662.000000 8.000000 0.480000 1653.999996
Midsona B 63 -2.600000 589.050000 6.050000 1.040000 582.999984
Intrum 4 -0.630000 532.600000 5.600000 1.060000 527.000000
Essity A 4 0.350000 1154.000000 5.000000 0.440000 1149.000000
MedCap 2 -0.930000 426.000000 5.000000 1.190000 421.000000
AcadeMedia 12 0.870000 559.680000 2.680000 0.480000 557.000004
Creaspac SPAC 6 0.420000 579.600000 2.600000 0.450000 577.000002
Essity B 2 -0.720000 575.800000 1.800000 0.310000 574.000000
Handelsbanken A 5 -1.970000 546.000000 0.000000 0.000000 546.000000
Fastighetsbolag. Emilshus Pref 21 -3.610000 560.700000 -1.300000 -0.230000 562.000005
Swedbank A 3 -1.580000 561.150000 -2.850000 -0.510000 564.000000
Securitas B 6 -0.660000 563.280000 -6.720000 -1.180000 570.000000
Nordea Bank Abp 29 -1.330000 3444.620000 -9.380000 -0.270000 3453.999992
CTEK 13 0.350000 514.930000 -19.070000 -3.570000 533.999999
International Petroleum Corp. 5 1.460000 520.000000 -74.570000 -12.540000 594.565215
Vivesto 1368 -4.150000 530.510000 -82.490000 -13.460000 612.999432
SAAB B 8 -0.680000 3277.600000 -99.400000 -2.940000 3377.000000
Sampo Oyj SDB 7 -0.930000 3741.500000 -108.500000 -2.820000 3850.000000
OX2 18 0.000000 1544.400000 -119.600000 -7.190000 1663.999992
Axfood 13 -0.650000 3555.500000 -200.500000 -5.340000 3756.000001
Fasadgruppen Group 35 -1.770000 3493.000000 -318.000000 -8.340000 3810.999990
Ovzon 52 -0.340000 3016.000000 -346.000000 -10.290000 3361.999992
TOTAL 46104.190000 -784.380000 -2.32491% 46888.564618

Updated:¶

'2023-01-13 16:51:38.308925'
None

Last optimization/rebalancing:¶

'2022-12-04'

Next optimization/rebalancing:¶

'2023-01-13'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶